Just my 2 cents. 

I experienced something like this a few years ago. 

After being completely frustrated, we were able to 
identify the marking for the POS leg of one of the 
caps and found that it had been inserted properly 
into the circuit. That ruled out reverse 
polarization at insertion. BUT, we began testing 
the caps individually and found the SAME fallout. 
Conclusion: cap vendor mismarking caps. 

Another time, the issue was to use totally encapsulated 
capacitors. The wash got up inside the cap and shorting 
them out when voltage was applied.

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